Holdings of AQR Managed Futures Strategy Fund
ISIN US00203H8593
AQR Funds · Original filing · Compare with another fund · Report an error
- Net assets
- 3B $ including 2.8B $ in equities, 93.4 %
- Positions
- 775 in 24 countries
- Top ten
- 5.0 % of net assets
- Filed on
- Mar 31, 2026
Portfolio shape
Positions
| Rank | Company | Shares | Value | Weight |
|---|---|---|---|---|
| 501 | Genmab A/S | 7,167 | 1.9M $ | 0.06 % |
| 502 | Imperial Brands PLC | 47,136 | 1.9M $ | 0.06 % |
| 503 | Oversea-Chinese Banking Corp Ltd | 110,400 | 1.9M $ | 0.06 % |
| 504 | Linde PLC | 3,814 | 1.9M $ | 0.06 % |
| 505 | Thales SA | 6,440 | 1.9M $ | 0.06 % |
| 506 | Yokohama Financial Group Inc | 210,600 | 1.9M $ | 0.06 % |
| 507 | Broadcom Inc | 6,044 | 1.9M $ | 0.06 % |
| 508 | Ralph Lauren Corp | 5,418 | 1.9M $ | 0.06 % |
| 509 | TOPPAN Holdings Inc | 70,500 | 1.9M $ | 0.06 % |
| 510 | Amphenol Corp | 14,605 | 1.8M $ | 0.06 % |
| 511 | Finning International Inc | 29,772 | 1.8M $ | 0.06 % |
| 512 | WH Group Ltd | 1,400,000 | 1.8M $ | 0.06 % |
| 513 | Bio-Rad Laboratories Inc | 6,585 | 1.8M $ | 0.06 % |
| 514 | Singapore Telecommunications Ltd | 476,900 | 1.8M $ | 0.06 % |
| 515 | Encompass Health Corp | 18,825 | 1.8M $ | 0.06 % |
| 516 | Huntington Ingalls Industries, Inc. | 4,750 | 1.8M $ | 0.06 % |
| 517 | H & M Hennes & Mauritz AB | 96,196 | 1.8M $ | 0.06 % |
| 518 | Ono Pharmaceutical Co Ltd | 112,000 | 1.8M $ | 0.06 % |
| 519 | Universal Health Services Inc | 10,042 | 1.8M $ | 0.06 % |
| 520 | IMI PLC | 52,647 | 1.8M $ | 0.06 % |
| 521 | SCOR SE | 50,107 | 1.8M $ | 0.06 % |
| 522 | Temenos AG | 20,218 | 1.8M $ | 0.06 % |
| 523 | SSAB AB | 221,588 | 1.7M $ | 0.06 % |
| 524 | Flowserve Corp | 23,482 | 1.7M $ | 0.06 % |
| 525 | COPT Defense Properties | 56,333 | 1.7M $ | 0.06 % |
| 526 | Aena SME SA | 58,230 | 1.7M $ | 0.06 % |
| 527 | Ageas SA/NV | 23,296 | 1.7M $ | 0.06 % |
| 528 | Haemonetics Corp | 30,217 | 1.7M $ | 0.06 % |
| 529 | Whitehaven Coal Ltd | 263,764 | 1.7M $ | 0.06 % |
| 530 | Nasdaq Inc | 19,791 | 1.7M $ | 0.06 % |
| 531 | Veralto Corp | 18,995 | 1.7M $ | 0.06 % |
| 532 | Orsted AS | 67,701 | 1.7M $ | 0.06 % |
| 533 | Aritzia Inc | 20,493 | 1.7M $ | 0.06 % |
| 534 | Fairfax Financial Holdings Ltd | 976 | 1.7M $ | 0.06 % |
| 535 | Clean Harbors Inc | 5,797 | 1.7M $ | 0.06 % |
| 536 | Signify NV | 77,801 | 1.7M $ | 0.06 % |
| 537 | Sirius XM Holdings Inc | 71,462 | 1.6M $ | 0.06 % |
| 538 | ARC Resources Ltd | 78,762 | 1.6M $ | 0.05 % |
| 539 | Lundin Gold Inc | 21,396 | 1.6M $ | 0.05 % |
| 540 | Millrose Properties Inc | 58,361 | 1.6M $ | 0.05 % |
| 541 | Kobe Steel Ltd | 134,100 | 1.6M $ | 0.05 % |
| 542 | Globe Life Inc | 11,648 | 1.6M $ | 0.05 % |
| 543 | Northern Star Resources Ltd | 111,357 | 1.6M $ | 0.05 % |
| 544 | Mitsubishi Chemical Group Corp. | 276,700 | 1.6M $ | 0.05 % |
| 545 | Fujitsu Ltd | 78,800 | 1.6M $ | 0.05 % |
| 546 | AutoNation Inc | 8,234 | 1.6M $ | 0.05 % |
| 547 | OGE Energy Corp | 33,490 | 1.6M $ | 0.05 % |
| 548 | Frontline PLC | 45,397 | 1.6M $ | 0.05 % |
| 549 | MarketAxess Holdings Inc | 9,599 | 1.6M $ | 0.05 % |
| 550 | Suncor Energy Inc | 23,926 | 1.6M $ | 0.05 % |
| 551 | National Fuel Gas Co | 16,708 | 1.6M $ | 0.05 % |
| 552 | Svenska Handelsbanken AB | 118,898 | 1.6M $ | 0.05 % |
| 553 | Eni SpA | 55,015 | 1.6M $ | 0.05 % |
| 554 | ABN AMRO Bank NV | 49,323 | 1.6M $ | 0.05 % |
| 555 | Aurubis AG | 8,783 | 1.6M $ | 0.05 % |
| 556 | Caesars Entertainment Inc | 59,059 | 1.6M $ | 0.05 % |
| 557 | ONE Gas Inc | 18,120 | 1.6M $ | 0.05 % |
| 558 | PBF Energy Inc | 32,739 | 1.6M $ | 0.05 % |
| 559 | RTX Corp | 8,034 | 1.5M $ | 0.05 % |
| 560 | Roku Inc | 16,321 | 1.5M $ | 0.05 % |
| 561 | Mitsubishi Electric Corp | 47,200 | 1.5M $ | 0.05 % |
| 562 | Omega Healthcare Investors Inc | 34,976 | 1.5M $ | 0.05 % |
| 563 | Freenet AG | 49,697 | 1.5M $ | 0.05 % |
| 564 | CME Group Inc | 5,159 | 1.5M $ | 0.05 % |
| 565 | Donaldson Co Inc | 17,812 | 1.5M $ | 0.05 % |
| 566 | Sun Hung Kai Properties Ltd | 90,000 | 1.5M $ | 0.05 % |
| 567 | AGL Energy Ltd. | 218,386 | 1.5M $ | 0.05 % |
| 568 | Brookfield Corp | 36,490 | 1.5M $ | 0.05 % |
| 569 | Everus Construction Group Inc | 12,481 | 1.5M $ | 0.05 % |
| 570 | Pegasystems Inc | 34,590 | 1.5M $ | 0.05 % |
| 571 | Toray Industries Inc | 205,100 | 1.5M $ | 0.05 % |
| 572 | AIA Group Ltd | 131,400 | 1.5M $ | 0.05 % |
| 573 | Renault SA | 42,582 | 1.5M $ | 0.05 % |
| 574 | NGK Insulators Ltd | 56,300 | 1.5M $ | 0.05 % |
| 575 | Roivant Sciences Ltd | 51,985 | 1.4M $ | 0.05 % |
| 576 | BP PLC | 183,605 | 1.4M $ | 0.05 % |
| 577 | Canadian Imperial Bank of Commerce | 15,082 | 1.4M $ | 0.05 % |
| 578 | WW Grainger Inc | 1,289 | 1.4M $ | 0.05 % |
| 579 | Idemitsu Kosan Co Ltd | 143,200 | 1.4M $ | 0.05 % |
| 580 | LANXESS AG | 62,325 | 1.4M $ | 0.05 % |
| 581 | Asahi Group Holdings Ltd | 137,900 | 1.4M $ | 0.05 % |
| 582 | Nissan Chemical Corp | 35,400 | 1.4M $ | 0.05 % |
| 583 | Shionogi & Co Ltd | 62,200 | 1.4M $ | 0.05 % |
| 584 | Spire Inc | 15,104 | 1.4M $ | 0.05 % |
| 585 | Buzzi SpA | 26,821 | 1.4M $ | 0.05 % |
| 586 | Qantas Airways Ltd | 228,967 | 1.3M $ | 0.04 % |
| 587 | BOC Hong Kong Holdings Ltd | 240,500 | 1.3M $ | 0.04 % |
| 588 | Azimut Holding SpA | 34,863 | 1.3M $ | 0.04 % |
| 589 | First Industrial Realty Trust Inc | 22,869 | 1.3M $ | 0.04 % |
| 590 | Boston Beer Co Inc/The | 5,692 | 1.3M $ | 0.04 % |
| 591 | Ingram Micro Holding Corp | 56,190 | 1.3M $ | 0.04 % |
| 592 | Ford Motor Co | 113,378 | 1.3M $ | 0.04 % |
| 593 | Seaboard Corp | 231 | 1.3M $ | 0.04 % |
| 594 | Pentair PLC | 14,898 | 1.3M $ | 0.04 % |
| 595 | Vinci SA | 8,615 | 1.3M $ | 0.04 % |
| 596 | Schneider National Inc | 48,986 | 1.3M $ | 0.04 % |
| 597 | Southwest Gas Holdings Inc | 14,808 | 1.3M $ | 0.04 % |
| 598 | Royal Bank of Canada | 7,958 | 1.3M $ | 0.04 % |
| 599 | Ferguson Enterprises Inc | 5,493 | 1.3M $ | 0.04 % |
| 600 | Konecranes Oyj | 38,703 | 1.3M $ | 0.04 % |
Sector breakdown
- Industrials 8.6 %
- Financials 8.0 %
- Technology 6.3 %
- Health care 4.7 %
- Materials 3.8 %
- Consumer discretionary 3.4 %
- Utilities 2.5 %
- Energy 2.4 %
- Consumer staples 2.1 %
- Communication 1.8 %
- Real estate 0.2 %
- Unattributed 56.3 %
Titelia assigns each company to a sector, one by one. The unassigned share stays visible, under "Unattributed".
Currency breakdown
- USD 62.5 %
- EUR 12.3 %
- JPY 12.2 %
- CAD 2.9 %
- GBP 2.6 %
- CHF 2.1 %
- SEK 1.5 %
- AUD 1.5 %
- DKK 1.1 %
- NOK 0.8 %
- SGD 0.4 %
- HKD 0.3 %
Each line is counted in its quoted currency, as the fund declares it.
Country breakdown
- United States 60.2 %
- Japan 12.2 %
- France 3.5 %
- United Kingdom 3.4 %
- Germany 2.9 %
- Canada 2.8 %
- Switzerland 2.2 %
- Italy 1.9 %
- Netherlands 1.6 %
- Sweden 1.5 %
- Australia 1.5 %
- Denmark 1.1 %
- Other countries 5.2 %
Shares are computed on the fund's equities only.
| Rank | Country | Lines | Value | Share |
|---|---|---|---|---|
| 1 | United States | 421 | 1.7B $ | 60.16 % |
| 2 | Japan | 105 | 339.9M $ | 12.15 % |
| 3 | France | 23 | 98.4M $ | 3.52 % |
| 4 | United Kingdom | 31 | 96.4M $ | 3.45 % |
| 5 | Germany | 26 | 81.6M $ | 2.92 % |
| 6 | Canada | 36 | 78M $ | 2.79 % |
| 7 | Switzerland | 12 | 60.5M $ | 2.16 % |
| 8 | Italy | 15 | 54M $ | 1.93 % |
| 9 | Netherlands | 12 | 44.3M $ | 1.58 % |
| 10 | Sweden | 12 | 43.3M $ | 1.55 % |
| 11 | Australia | 18 | 42M $ | 1.50 % |
| 12 | Denmark | 10 | 29.9M $ | 1.07 % |
Cite this page
Titelia. "Holdings of AQR Managed Futures Strategy Fund". https://titelia.com/en/funds/S000027214